at Ernst & Young
January 2018 - at Present
1. Data analysis and financial modeling : Collect and analyze retail business data of one of big-four banks by using SQL, conduct data cleansing and single factor analysis, and write deliver report. Build logistic regression model and decision tree model by using SAS to identify sensitive customer of interest rate changing. 2. Credit risk (ECL/Valuation): Experienced in building IFRS9 ECL model, and financial asset valuation including bonds, bills, non-standard products and equity of non-listed company. Familiar with PD/LGD/EAD and conduct ECL calculation independently. 3. Compliance risk: Conduct research and case study of AML assessment and sanction review. Help with seniors build methodology of AML and sanction review solutions. 4. Use Python build score card model based on tax and accounting data to determine credit status of small and micro business entities. 5. Interact and communicate with customers on different project and coordinate tasks cross departments of customer.
at Fordham University
2016 - 2017 (1 year)
at University of International Business and Economics
2012 - 2016 (4 years) Beijing Shi
I work as a consultant in Ernst & Young financial service advisory department. I experienced in deposit pricing, credit risk and compliance projects. I have strong Microsoft skills including vba, and coding experience in SQL, Python and R.